Nobody knows what consciousness is and how it works. It is most certainly connected to the brain (since you can make people unconscious through some drug obviously) but that does not mean that this is all to it.
The philosopher Thomas Nagel thematisized this in "What is it like to be a bat?". If it is like anything to be a bat, then a bat is conscious. If it is not like anything to be a bat, if the bat just acts and reacts (including to sensations/feelings), then it is not conscious.
We cannot know if animals really are conscious. Heck we cannot even know with absolute certainty that the person in front of us is conscious.
So is it possible that consciousness might actually be something only we humans have? It is definitely a possibility.
It is also possible that the brain actually is not capable of producing what we perceive as "I" (which some call an illusion anyways), or what we call consciousness: the space in which everything happens that we perceive, all our emotions, sensations, thoughts, and yes, our actions too... It is possible that being conscious requires having a soul...
To be honest, I've experienced too many – let's call them: – impropable things in my life to still believe in a purely material world. But like any good scientist, I assume I could be wrong.